Betting against beta: analisi dei mercati dell'eurozona

Andreoli, Tommaso (A.A. 2016/2017) Betting against beta: analisi dei mercati dell'eurozona. Tesi di Laurea in Asset management, LUISS Guido Carli, relatore Nicola Borri, pp. 77. [Master's Degree Thesis]

Full text for this thesis not available from the repository.


Le ipotesi del capital asset pricing model. Betting-against-Beta factor model. Rischio di liquidità. Impatto di diversi livelli di leverage constraint.


Bibliografia: p. 53.

Thesis Type: Master's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Asset management
Thesis Supervisor: Borri, Nicola
Thesis Co-Supervisor: Nucera, Federico Calogero
Academic Year: 2016/2017
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 21 Jun 2018 14:00
Last Modified: 21 Jun 2018 14:00


Downloads per month over past year

Repository Staff Only

View Item View Item